CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0208 |
-0.0100 |
-1.0% |
1.0185 |
| High |
1.0312 |
1.0266 |
-0.0046 |
-0.4% |
1.0389 |
| Low |
1.0191 |
1.0164 |
-0.0027 |
-0.3% |
1.0142 |
| Close |
1.0213 |
1.0177 |
-0.0036 |
-0.4% |
1.0320 |
| Range |
0.0121 |
0.0102 |
-0.0019 |
-15.7% |
0.0247 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.2% |
0.0000 |
| Volume |
149,997 |
168,253 |
18,256 |
12.2% |
614,354 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0445 |
1.0233 |
|
| R3 |
1.0406 |
1.0343 |
1.0205 |
|
| R2 |
1.0304 |
1.0304 |
1.0196 |
|
| R1 |
1.0241 |
1.0241 |
1.0186 |
1.0222 |
| PP |
1.0202 |
1.0202 |
1.0202 |
1.0193 |
| S1 |
1.0139 |
1.0139 |
1.0168 |
1.0120 |
| S2 |
1.0100 |
1.0100 |
1.0158 |
|
| S3 |
0.9998 |
1.0037 |
1.0149 |
|
| S4 |
0.9896 |
0.9935 |
1.0121 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0919 |
1.0456 |
|
| R3 |
1.0778 |
1.0672 |
1.0388 |
|
| R2 |
1.0531 |
1.0531 |
1.0365 |
|
| R1 |
1.0425 |
1.0425 |
1.0343 |
1.0478 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0310 |
| S1 |
1.0178 |
1.0178 |
1.0297 |
1.0231 |
| S2 |
1.0037 |
1.0037 |
1.0275 |
|
| S3 |
0.9790 |
0.9931 |
1.0252 |
|
| S4 |
0.9543 |
0.9684 |
1.0184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0389 |
1.0164 |
0.0225 |
2.2% |
0.0093 |
0.9% |
6% |
False |
True |
138,699 |
| 10 |
1.0389 |
1.0040 |
0.0349 |
3.4% |
0.0098 |
1.0% |
39% |
False |
False |
136,168 |
| 20 |
1.0389 |
0.9914 |
0.0475 |
4.7% |
0.0098 |
1.0% |
55% |
False |
False |
122,482 |
| 40 |
1.0389 |
0.9499 |
0.0890 |
8.7% |
0.0106 |
1.0% |
76% |
False |
False |
91,076 |
| 60 |
1.0389 |
0.9499 |
0.0890 |
8.7% |
0.0097 |
0.9% |
76% |
False |
False |
60,772 |
| 80 |
1.0389 |
0.9499 |
0.0890 |
8.7% |
0.0090 |
0.9% |
76% |
False |
False |
45,595 |
| 100 |
1.0437 |
0.9499 |
0.0938 |
9.2% |
0.0079 |
0.8% |
72% |
False |
False |
36,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0700 |
|
2.618 |
1.0533 |
|
1.618 |
1.0431 |
|
1.000 |
1.0368 |
|
0.618 |
1.0329 |
|
HIGH |
1.0266 |
|
0.618 |
1.0227 |
|
0.500 |
1.0215 |
|
0.382 |
1.0203 |
|
LOW |
1.0164 |
|
0.618 |
1.0101 |
|
1.000 |
1.0062 |
|
1.618 |
0.9999 |
|
2.618 |
0.9897 |
|
4.250 |
0.9731 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0215 |
1.0271 |
| PP |
1.0202 |
1.0239 |
| S1 |
1.0190 |
1.0208 |
|